Intraday price jumps, market liquidity, and the magnet effect of circuit breakers
Year of publication: |
2020
|
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Authors: | Jian, Zhihong ; Zhu, Zhican ; Zhou, Jie ; Wu, Shuai |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 70.2020, p. 168-186
|
Subject: | Circuit breakers | Magnet effect | Market liquidity | Price jumps | Stock index futures | Börsenkurs | Share price | Index-Futures | Index futures | Volatilität | Volatility | Liquidität | Liquidity | Kapitalmarktrecht | Financial markets law |
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